Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.6 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48873.44 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42189.84 Kr¶

PnL: ---------------------------------------> -243.44 Kr¶

DD now: ---------------------------------> -7.995 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:11:11.864915'

Anic Portfolio¶

Today¶

Return: -0.872 %¶

This Week¶

Return: -0.872 %¶

Total portfolio value¶

Return including deposits: 59.999 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.260000 1662.300000 194.760000 13.270000 1467.540000
Hoist Finance 35 1.430000 992.250000 14.000000 1.430000 978.250000
BioGaia B 8 1.380000 940.800000 12.800000 1.380000 928.000000
JM 6 1.390000 874.200000 12.000000 1.390000 862.200000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
Catena 2 1.470000 801.200000 11.600000 1.470000 789.600000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Sagax B 4 0.890000 859.600000 7.600000 0.890000 852.000000
Atrium Ljungberg B 5 0.700000 939.500000 6.500000 0.700000 933.000000
Bilia A 8 0.180000 900.800000 3.200000 0.360000 897.600000
ASSA ABLOY B 3 0.390000 780.000000 3.000000 0.390000 777.000000
Platzer Fastigheter Holding B 12 0.250000 961.200000 2.400000 0.250000 958.800000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Hexatronic Group 12 -0.020000 964.320000 -0.240000 -0.020000 964.560000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
SKF B 5 -0.400000 934.250000 -3.750000 -0.400000 938.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Byggmax Group 33 -0.900000 945.780000 -8.580000 -0.900000 954.360000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
EQT 4 -1.400000 818.000000 -11.600000 -1.400000 829.600000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.140000 906.400000 -19.800000 -2.140000 926.200000
Addnode Group B 11 -2.400000 896.500000 -22.000000 -2.400000 918.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Indutrade 5 -3.460000 1172.500000 -42.000000 -3.460000 1214.500000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Bufab 3 -4.180000 1060.200000 -46.200000 -4.180000 1106.400000
Hexagon B 26 -1.540000 3398.200000 -53.300000 -1.540000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -6.930000 1355.090000 -99.910000 -6.870000 1455.000000
TOTAL 42189.840000 -243.440000 -7.99488% 42433.280000

Updated:¶

'2023-07-03 14:11:28.422532'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶